-10.1%
BA vs TW
+39.9%
-50.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.1% | +4.2% | -3.2% | +0.6% |
| 30D | -7.9% | +18.9% | -26.9% | -9.5% |
| 3M | -25.3% | +23.8% | -49.1% | -27.0% |
| 6M | -24.6% | +17.0% | -41.6% | -25.9% |
| YTD | -20.1% | +19.2% | -39.4% | -22.3% |
| 1Y | -11.8% | +20.1% | -31.9% | -14.4% |
| 3Y | -10.1% | +40.5% | -50.6% | -5.6% |
| All | -10.1% | +39.9% | -50.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling